| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 471543.7704 | 394989.8019 | 76553.9685 | 653699.6822 | 350484.3807 | 303215.3014 |
| Total P&L (%) | 471.5438 | 394.9898 | 76.554 | 653.6997 | 350.4844 | 303.2153 |
| Avg Daily Profit (%) | 0.2263 | 0.1896 | 0.0367 | 0.097 | 0.0723 | 0.0669 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143189 | -82980 | -130028 | -1196444 | -776072 | -640933 |
| Profit Factor | 1.8074 | 2.4336 | 1.2481 | 1.1663 | 1.1838 | 1.1498 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Profitability (%) | 46.4912 | 47.3684 | 45.614 | 46.4912 | 47.3684 | 45.614 |
| Ratio Avg Win / Avg Loss | 2.0802 | 2.704 | 1.4881 | 1.3423 | 1.3154 | 1.3709 |
| Largest Winning Trade | 215221 | 215221 | 69594 | 573531 | 573531 | 456657 |
| Largest Losing Trade | -34495 | -34495 | -29189 | -385955 | -221665 | -385955 |
| Avg Bars in Trades | 216 | 206 | 226 | 216 | 206 | 226 |
| Avg Bars in Winners | 311 | 307 | 315 | 311 | 307 | 315 |
| Avg Bars in Losers | 133 | 114 | 151 | 133 | 114 | 151 |
| Bars Traded | 24663 | 11744 | 12919 | 24663 | 11744 | 12919 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367667 | -168909 | -325805 | -101733 | -295850 | -341077 |
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579392000000,
"first_datapoint_time": 1580911200000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759458240461,
"expiration_time": 1765936800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 239,
"offset": 0,
"std": 1.21915
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
471543.770379948,
394989.8018973815,
76553.9684825669,
653699.6821605051,
350484.3807300384,
303215.3014304665
],
[
471.54377,
394.989802,
76.553968,
653.699682,
350.484381,
303.215301
],
[
0.226341,
0.189595,
0.036746,
0.096999,
0.072274,
0.066949
],
[
10,
10,
10,
10,
10,
10
],
[
-143189,
-82980,
-130028,
-1196444,
-776072,
-640933
],
[
1.807359,
2.433586,
1.248124,
1.166285,
1.183815,
1.149774
],
[
114,
57,
57,
114,
57,
57
],
[
53,
27,
26,
53,
27,
26
],
[
61,
30,
31,
61,
30,
31
],
[
46.491228,
47.368421,
45.614035,
46.491228,
47.368421,
45.614035
],
[
2.080168,
2.703984,
1.488148,
1.342327,
1.31535,
1.370884
],
[
215221,
215221,
69594,
573531,
573531,
456657
],
[
-34495,
-34495,
-29189,
-385955,
-221665,
-385955
],
[
216,
206,
226,
216,
206,
226
],
[
311,
307,
315,
311,
307,
315
],
[
133,
114,
151,
133,
114,
151
],
[
24663,
11744,
12919,
24663,
11744,
12919
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367667,
-168909,
-325805,
-101733,
-295850,
-341077
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579392000000,
"first_datapoint_time": 1580911200000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759458240461,
"expiration_time": 1765936800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 239,
"offset": 0,
"std": 1.21915
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|